Clorox Co (CLX)
162.48
-0.63
(-0.39%)
USD |
NYSE |
Nov 04, 16:00
162.40
-0.08
(-0.05%)
Pre-Market: 09:05
Clorox Max Drawdown (5Y): 46.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.73% |
| September 30, 2024 | 46.73% |
| August 31, 2024 | 46.73% |
| July 31, 2024 | 46.73% |
| June 30, 2024 | 46.73% |
| May 31, 2024 | 46.73% |
| April 30, 2024 | 46.73% |
| March 31, 2024 | 46.73% |
| February 29, 2024 | 46.73% |
| January 31, 2024 | 46.73% |
| December 31, 2023 | 46.73% |
| November 30, 2023 | 46.73% |
| October 31, 2023 | 46.18% |
| September 30, 2023 | 46.12% |
| August 31, 2023 | 46.12% |
| July 31, 2023 | 46.12% |
| June 30, 2023 | 46.12% |
| May 31, 2023 | 46.12% |
| April 30, 2023 | 46.12% |
| March 31, 2023 | 46.12% |
| February 28, 2023 | 46.12% |
| January 31, 2023 | 46.12% |
| December 31, 2022 | 46.12% |
| November 30, 2022 | 46.12% |
| October 31, 2022 | 46.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.12% |
| August 31, 2022 | 46.12% |
| July 31, 2022 | 46.12% |
| June 30, 2022 | 46.12% |
| May 31, 2022 | 44.34% |
| April 30, 2022 | 44.34% |
| March 31, 2022 | 44.34% |
| February 28, 2022 | 38.38% |
| January 31, 2022 | 31.61% |
| December 31, 2021 | 31.61% |
| November 30, 2021 | 31.61% |
| October 31, 2021 | 31.61% |
| September 30, 2021 | 30.23% |
| August 31, 2021 | 30.06% |
| July 31, 2021 | 26.28% |
| June 30, 2021 | 26.28% |
| May 31, 2021 | 24.56% |
| April 30, 2021 | 24.27% |
| March 31, 2021 | 24.27% |
| February 28, 2021 | 23.05% |
| January 31, 2021 | 22.86% |
| December 31, 2020 | 22.86% |
| November 30, 2020 | 22.86% |
| October 31, 2020 | 22.86% |
| September 30, 2020 | 22.86% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
22.86%
Minimum
Nov 2019
46.73%
Maximum
Nov 2023
36.58%
Average
44.34%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Church & Dwight Co Inc | 31.72% |
| Colgate-Palmolive Co | 22.57% |
| Procter & Gamble Co | 23.77% |
| Kimberly-Clark Corp | 25.55% |
| Kenvue Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.273 |
| Beta (5Y) | 0.4091 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.06% |
| Historical Sharpe Ratio (5Y) | 0.0801 |
| Historical Sortino (5Y) | 0.1213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.27% |